+39.4%
PPL vs CLBK
+42.8%
-3.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +2.7% | +1.2% | +1.4% | +2.5% |
| 30D | +0.5% | +9.1% | -8.7% | -0.5% |
| 3M | +0.7% | +27.7% | -27.0% | -2.0% |
| 6M | -7.6% | +40.8% | -48.4% | -11.0% |
| YTD | +1.8% | +66.4% | -64.6% | -3.9% |
| 1Y | -0.8% | +72.4% | -73.1% | -6.9% |
| 3Y | +56.9% | +50.7% | +6.2% | +47.8% |
| All | +39.4% | +42.8% | -3.3% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CLBK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling